Systematic Macro Portfolio Manager
4 days ago
Job Summary
Caxton Associates is seeking an experienced Portfolio Manager to lead our Systematic Macro strategy. As a key member of our team, you will be responsible for managing a significant capital allocation and overseeing rigorous risk management across all active positions.
Key Responsibilities
- Develop and implement a Systematic Macro strategy that delivers strong returns while minimizing risk.
- Construct portfolios based on robust data-driven trading strategies that are uncorrelated with traditional capital markets and CTA strategies.
- Conduct thorough research and back testing of trading strategies, applying ingenuity and creativity to identify new sources of alpha.
- Collaborate effectively within a global team environment, learning from and adding value to collective insights and expertise.
- Ensure strict compliance with all industry rules, regulations, and internal company policies.
Requirements
- Proven track record in Systematic Macro, demonstrated by robust investment acumen and a Sharpe Ratio greater than 1.5.
- A minimum of 5 years of experience in portfolio management, preferably within a hedge fund.
- Proficiency in programming skills, advanced quantitative methods for analysing large data sets and pattern identification, as well as portfolio construction methodologies.
- Demonstrated expertise in macro product sets including futures, FX, and swaps, with the ability to build a front-to-back systematic investment framework with minimal regular human intervention.
- Humility and the capacity to thrive in a highly collaborative global team, with a strong desire to learn from and alongside other investors.
- Unwavering commitment to the highest standards of ethics and integrity.
- Exceptional decision-making abilities, capable of performing well under pressure.
What We Offer
Caxton Associates offers a dynamic and collaborative work environment, with opportunities for professional growth and development. We are committed to attracting and retaining top talent, and offer a competitive compensation package and benefits.
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